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Institutional Investment Manager
ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC (CIK: 0001098490) incorporated in Delaware, located at 53 Forest Avenue, Old Greenwich, CT. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q2)
Portfolio Summary: 241 holdings with a total value of $71,840,000.
#
Name
Shares
Value ($)
%
Options
Notes
151 WOODWARD INC 4,300 248,000 0.35%
152 ALTRIA GROUP INC 3,600 248,000 0.35%
153 RAYONIER ADVANCED MATLS INC COM 18,400 250,000 0.35%
154 ALASKA AIR GROUP INC 4,300 251,000 0.35%
155 BIG LOTS INC 5,000 251,000 0.35%
156 PRINCIPAL FIN GROUP 6,100 251,000 0.35%
157 SPROUTS FMRS MKT INC 11,000 252,000 0.35%
158 DAVE & BUSTERS ENTMT INC 5,400 253,000 0.35%
159 NUTRI SYS INC NEW 10,000 254,000 0.35%
160 Santander Consumer USA Holdings Inc 24,700 255,000 0.35%
161 AETNA INC NEW 2,100 256,000 0.36%
162 WEBMD HEALTH CORP 4,400 256,000 0.36%
163 TERRAFORM PWR INC CL A COM 23,600 257,000 0.36%
164 ATWOOD OCEANICS INC 20,500 257,000 0.36%
165 NET 1 UEPS TECHNOLOGIES INC 25,800 258,000 0.36%
166 PPG INDS INC 2,500 260,000 0.36%
167 FORESTAR GROUP INC COM 22,100 263,000 0.37%
168 INCYTE CORP 3,300 264,000 0.37%
169 HIBBETT INC COM 7,600 264,000 0.37%
170 LKQ CORP 8,400 266,000 0.37%
171 SWIFT TRANSN CO 17,300 267,000 0.37%
172 BLUCORA INC 26,000 269,000 0.37%
173 CONAGRA BRANDS INC 5,700 273,000 0.38%
174 FLY LEASING LIMITED SPONSORED ADR 27,500 273,000 0.38%
175 TRIPLE-S MGMT CORP 11,200 274,000 0.38%
176 AK STL HLDG CORP 59,100 275,000 0.38%
177 COCA COLA EUROPEAN PARTNERS 7,700 275,000 0.38%
178 TAILORED BRANDS INC COM 21,900 277,000 0.39%
179 ISLE OF CAPRI CASINOS INC COM 15,200 278,000 0.39%
180 MARRIOTT INTL INC NEW 4,200 279,000 0.39%
181 MCKESSON CORP 1,500 280,000 0.39%
182 LAUDER ESTEE COS INC 3,100 282,000 0.39%
183 ALLIED WRLD ASSUR COM HLDG A 8,100 285,000 0.40%
184 YANDEX N V 13,100 286,000 0.40%
185 SIGNATURE BANK 2,300 287,000 0.40%
186 WORTHINGTON INDS INC 6,800 288,000 0.40%
187 LOWES COS INC 3,700 293,000 0.41%
188 CAPITAL ONE FINL CORP 4,700 298,000 0.41%
189 UGI CORP NEW 6,600 299,000 0.42%
190 ANTHEM INC 2,300 302,000 0.42%
191 CHART INDS INC 12,600 304,000 0.42%
192 D R HORTON INC 9,700 305,000 0.42%
193 CHILDRENS PL INC 3,800 305,000 0.42%
194 POST HLDGS INC 3,700 306,000 0.43%
195 GREAT PLAINS ENERGY INC 10,100 307,000 0.43%
196 VMWARE INC 5,400 309,000 0.43%
197 CONTAINER STORE GROUP INC 57,700 309,000 0.43%
198 STRATASYS LTD 13,500 309,000 0.43%
199 MICHAEL KORS HLDGS LTD 6,300 312,000 0.43%
200 UNISYS CORP 43,300 315,000 0.44%
Page 4 of 5

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-16-004334, filed 2016.08.15).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.